JP Morgan Put 135 PSX 16.08.2024
/ DE000JB996G5
JP Morgan Put 135 PSX 16.08.2024/ DE000JB996G5 /
26/07/2024 10:51:06 |
Chg.-0.160 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-36.36% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
135.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JB996G |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.21 |
Parity: |
-0.66 |
Time value: |
0.29 |
Break-even: |
121.41 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
2.63 |
Spread abs.: |
0.06 |
Spread %: |
23.08% |
Delta: |
-0.30 |
Theta: |
-0.12 |
Omega: |
-13.18 |
Rho: |
-0.02 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.43% |
1 Month |
|
|
-48.15% |
3 Months |
|
|
-42.86% |
YTD |
|
|
-82.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.280 |
1M High / 1M Low: |
0.760 |
0.280 |
6M High / 6M Low: |
1.280 |
0.280 |
High (YTD): |
17/01/2024 |
1.790 |
Low (YTD): |
26/07/2024 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.493 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.702 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
261.69% |
Volatility 6M: |
|
191.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |